| 更新時間： | 2022年1月21日 PM 8:19:04 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/11/21 | 24.930% | 23852.24 | 14.647% | 13.703% | +11.227% | 13.703% | +11.227% |
| 30/11/21 | 24.260% | 23475.26 | 15.290% | 13.933% | +10.327% | 17.366% | +6.894% |
| 01/12/21 | 23.330% | 23658.92 | 15.657% | 14.569% | +8.761% | 18.040% | +5.290% |
| 02/12/21 | 23.470% | 23788.93 | 15.815% | 15.254% | +8.216% | 18.763% | +4.707% |
| 03/12/21 | 23.050% | 23766.69 | 14.731% | 15.228% | +7.822% | 18.605% | +4.445% |
| 06/12/21 | 25.440% | 23349.38 | 15.583% | 15.415% | +10.025% | 18.454% | +6.986% |
| 07/12/21 | 22.610% | 23983.66 | 18.652% | 16.087% | +6.523% | 19.127% | +3.483% |
| 08/12/21 | 21.300% | 23996.87 | 18.451% | 16.646% | +4.654% | 19.654% | +1.646% |
| 09/12/21 | 19.860% | 24254.86 | 18.703% | 17.224% | +2.636% | 20.195% | -0.335% |
| 10/12/21 | 19.870% | 23995.72 | 18.891% | 18.056% | +1.814% | 21.022% | -1.152% |
| 13/12/21 | 19.460% | 23954.58 | 18.875% | 18.714% | +0.746% | 21.328% | -1.868% |
| 14/12/21 | 20.610% | 23635.95 | 18.600% | 18.704% | +1.906% | 21.162% | -0.552% |
| 15/12/21 | 20.860% | 23420.76 | 18.666% | 18.747% | +2.113% | 21.057% | -0.197% |
| 16/12/21 | 20.010% | 23475.50 | 18.324% | 18.671% | +1.339% | 20.818% | -0.808% |
| 17/12/21 | 21.380% | 23192.63 | 18.304% | 18.554% | +2.826% | 20.535% | +0.845% |
| 20/12/21 | 23.820% | 22744.86 | 19.063% | 18.591% | +5.229% | 20.119% | +3.701% |
| 21/12/21 | 21.700% | 22971.33 | 19.378% | 18.747% | +2.953% | 20.133% | +1.567% |
| 22/12/21 | 20.670% | 23102.33 | 19.613% | 18.937% | +1.733% | 20.181% | +0.489% |
| 23/12/21 | 19.920% | 23193.64 | 19.735% | 19.219% | +0.701% | 20.324% | -0.404% |
| 24/12/21 | 19.890% | 23223.76 | 17.700% | 19.098% | +0.792% | 20.039% | -0.149% |
| 28/12/21 | 20.380% | 23280.56 | 17.576% | 18.801% | +1.579% | 19.109% | +1.271% |
| 29/12/21 | 20.890% | 23086.54 | 17.196% | 18.364% | +2.526% | 18.515% | +2.375% |
| 30/12/21 | 20.160% | 23112.01 | 16.786% | 17.799% | +2.361% | 17.799% | +2.361% |
| 31/12/21 | 19.550% | 23397.67 | 17.173% | 17.286% | +2.264% | 21.262% | -1.712% |
| 03/01/22 | 19.420% | 23274.75 | 17.234% | 17.193% | +2.227% | 20.723% | -1.303% |
| 04/01/22 | 18.720% | 23289.84 | 16.392% | 16.956% | +1.764% | 20.299% | -1.579% |
| 05/01/22 | 20.060% | 22907.25 | 13.768% | 16.271% | +3.789% | 19.345% | +0.715% |
| 06/01/22 | 19.420% | 23072.86 | 14.129% | 15.739% | +3.681% | 18.583% | +0.837% |
| 07/01/22 | 18.630% | 23493.38 | 15.129% | 15.330% | +3.300% | 17.975% | +0.655% |
| 10/01/22 | 18.650% | 23746.54 | 15.392% | 14.962% | +3.688% | 17.174% | +1.476% |
| 11/01/22 | 18.540% | 23739.06 | 15.386% | 14.761% | +3.779% | 16.822% | +1.718% |
| 12/01/22 | 18.680% | 24402.17 | 17.701% | 15.547% | +3.133% | 17.590% | +1.090% |
| 13/01/22 | 18.140% | 24429.77 | 17.627% | 16.247% | +1.893% | 18.249% | -0.109% |
| 14/01/22 | 18.410% | 24383.32 | 17.542% | 16.730% | +1.680% | 18.653% | -0.243% |
| 17/01/22 | 18.840% | 24218.03 | 17.587% | 17.169% | +1.671% | 18.720% | +0.120% |
| 18/01/22 | 18.700% | 24112.78 | 16.954% | 17.482% | +1.218% | 18.918% | -0.218% |
| 19/01/22 | 19.180% | 24127.85 | 16.260% | 17.194% | +1.986% | 18.465% | +0.715% |
| 20/01/22 | 19.130% | 24952.35 | 19.207% | 17.510% | +1.620% | 18.661% | +0.469% |
| 21/01/22 | 20.420% | 24965.55 | 19.066% | 17.815% | +2.605% | 18.839% | +1.581% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/11/21 | 28.370% | 8498.26 | 16.477% | 15.754% | +12.616% | 15.754% | +12.616% |
| 30/11/21 | 27.250% | 8368.49 | 16.996% | 15.852% | +11.398% | 19.758% | +7.492% |
| 01/12/21 | 26.240% | 8426.24 | 17.301% | 16.368% | +9.872% | 20.267% | +5.973% |
| 02/12/21 | 26.440% | 8506.36 | 17.584% | 16.978% | +9.462% | 20.883% | +5.557% |
| 03/12/21 | 26.260% | 8455.45 | 16.506% | 16.973% | +9.287% | 20.737% | +5.523% |
| 06/12/21 | 29.450% | 8274.77 | 17.765% | 17.230% | +12.220% | 20.627% | +8.823% |
| 07/12/21 | 26.210% | 8527.12 | 21.110% | 18.053% | +8.157% | 21.464% | +4.746% |
| 08/12/21 | 25.140% | 8522.90 | 20.645% | 18.722% | +6.418% | 22.105% | +3.035% |
| 09/12/21 | 24.030% | 8657.77 | 21.017% | 19.409% | +4.621% | 22.756% | +1.274% |
| 10/12/21 | 23.550% | 8578.33 | 21.007% | 20.309% | +3.241% | 23.645% | -0.095% |
| 13/12/21 | 23.250% | 8551.14 | 20.963% | 20.948% | +2.302% | 23.873% | -0.623% |
| 14/12/21 | 24.380% | 8418.61 | 20.657% | 20.858% | +3.522% | 23.599% | +0.781% |
| 15/12/21 | 24.460% | 8342.91 | 20.682% | 20.865% | +3.595% | 23.436% | +1.024% |
| 16/12/21 | 23.620% | 8349.65 | 19.941% | 20.650% | +2.970% | 23.024% | +0.596% |
| 17/12/21 | 25.290% | 8218.00 | 20.283% | 20.505% | +4.785% | 22.694% | +2.596% |
| 20/12/21 | 28.640% | 8042.74 | 21.102% | 20.533% | +8.107% | 22.219% | +6.421% |
| 21/12/21 | 26.080% | 8141.47 | 21.652% | 20.732% | +5.348% | 22.264% | +3.816% |
| 22/12/21 | 24.550% | 8195.23 | 21.944% | 20.984% | +3.566% | 22.363% | +2.187% |
| 23/12/21 | 23.760% | 8204.31 | 21.981% | 21.392% | +2.368% | 22.622% | +1.138% |
| 24/12/21 | 23.660% | 8201.95 | 20.111% | 21.358% | +2.302% | 22.411% | +1.249% |
| 28/12/21 | 24.380% | 8194.45 | 19.964% | 21.130% | +3.250% | 21.478% | +2.902% |
| 29/12/21 | 24.700% | 8098.76 | 19.786% | 20.757% | +3.943% | 20.928% | +3.772% |
| 30/12/21 | 24.090% | 8096.44 | 19.505% | 20.269% | +3.821% | 20.269% | +3.821% |
| 31/12/21 | 23.680% | 8236.35 | 20.183% | 19.910% | +3.770% | 24.489% | -0.809% |
| 03/01/22 | 23.180% | 8188.76 | 20.191% | 19.926% | +3.254% | 24.017% | -0.837% |
| 04/01/22 | 22.140% | 8180.16 | 19.050% | 19.743% | +2.397% | 23.635% | -1.495% |
| 05/01/22 | 24.000% | 8015.70 | 16.469% | 19.079% | +4.921% | 22.684% | +1.316% |
| 06/01/22 | 23.210% | 8068.93 | 16.799% | 18.538% | +4.672% | 21.888% | +1.322% |
| 07/01/22 | 21.910% | 8231.28 | 17.494% | 18.001% | +3.909% | 21.105% | +0.805% |
| 10/01/22 | 21.870% | 8365.37 | 18.452% | 17.653% | +4.217% | 20.263% | +1.607% |
| 11/01/22 | 21.810% | 8369.01 | 18.460% | 17.535% | +4.275% | 19.983% | +1.827% |
| 12/01/22 | 22.390% | 8612.85 | 20.587% | 18.358% | +4.032% | 20.771% | +1.619% |
| 13/01/22 | 21.970% | 8602.38 | 20.555% | 19.110% | +2.860% | 21.464% | +0.506% |
| 14/01/22 | 22.220% | 8554.79 | 20.628% | 19.736% | +2.484% | 22.006% | +0.214% |
| 17/01/22 | 22.820% | 8463.88 | 20.676% | 20.181% | +2.639% | 22.005% | +0.815% |
| 18/01/22 | 22.670% | 8449.00 | 19.879% | 20.465% | +2.205% | 22.146% | +0.524% |
| 19/01/22 | 23.120% | 8441.69 | 19.021% | 20.152% | +2.968% | 21.642% | +1.478% |
| 20/01/22 | 23.400% | 8761.56 | 22.304% | 20.502% | +2.898% | 21.849% | +1.551% |
| 21/01/22 | 24.270% | 8787.30 | 22.241% | 20.824% | +3.446% | 22.021% | +2.249% |